-75.3%
MARA vs UDR
+47.3%
-122.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.7% |
| 7D | -1.5% | -3.4% | +1.9% | +0.6% |
| 30D | +18.1% | -5.4% | +23.5% | +21.8% |
| 3M | -9.4% | -10.0% | +0.5% | -4.6% |
| 6M | +33.4% | -2.5% | +35.9% | +32.7% |
| YTD | +27.3% | -1.1% | +28.4% | +25.1% |
| 1Y | -27.9% | -3.9% | -24.0% | -28.3% |
| 3Y | +4.8% | +3.4% | +1.3% | +0.8% |
| 5Y | -68.0% | -18.9% | -49.1% | -64.4% |
| All | -75.3% | +47.3% | -122.6% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling